-21.2%
RIG vs OUST
+626.4%
-647.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.4% |
| 7D | -24.5% | +17.0% | -41.5% | -25.8% |
| 30D | -2.8% | -16.5% | +13.7% | -1.6% |
| 3M | +1.6% | -23.7% | +25.2% | +3.2% |
| 6M | -15.9% | +18.4% | -34.3% | -22.1% |
| YTD | +26.9% | +60.8% | -33.9% | +10.8% |
| 1Y | +34.4% | +44.2% | -9.8% | +18.6% |
| 3Y | -21.2% | +668.1% | -689.3% | -53.4% |
| All | -21.2% | +626.4% | -647.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling